+16.2%
TSLL vs AMIX
-99.9%
+116.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.8% | -7.9% | +0.7% |
| 7D | -11.0% | +11.4% | -22.5% | -11.2% |
| 30D | -5.3% | -40.5% | +35.2% | -4.3% |
| 3M | +20.8% | -80.1% | +100.9% | +24.6% |
| 6M | -36.0% | -74.8% | +38.8% | -36.9% |
| YTD | -47.3% | -84.0% | +36.7% | -46.8% |
| 1Y | -48.4% | -89.7% | +41.3% | -47.2% |
| All | +16.2% | -99.9% | +116.1% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AMIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling